Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.599695 0.674434 0.758822 0.861986 0.985836 1.131204 1.316954
2024-11-17 00:00:00+00:00 0.506567 0.597332 0.707086 0.851958 1.041881 1.287975 1.640829
2024-11-24 00:00:00+00:00 0.447150 0.546503 0.673163 0.850940 1.101789 1.456303 2.022269
2024-12-01 00:00:00+00:00 0.388754 0.487507 0.618338 0.810621 1.097869 1.533325 2.295194
2024-12-08 00:00:00+00:00 0.344592 0.441275 0.573487 0.775491 1.092558 1.604444 2.580601
2024-12-15 00:00:00+00:00 0.323391 0.423457 0.565039 0.790787 1.165470 1.816586 3.197062
2024-12-22 00:00:00+00:00 0.309980 0.414726 0.567940 0.822870 1.270994 2.113511 4.127944
2024-12-29 00:00:00+00:00 0.294011 0.400394 0.560368 0.836361 1.346458 2.376503 5.142180
2025-01-05 00:00:00+00:00 0.279004 0.385911 0.550662 0.844328 1.412831 2.642088 6.355971
2025-01-12 00:00:00+00:00 0.262982 0.368381 0.534102 0.837637 1.448885 2.852494 7.586373
2025-01-19 00:00:00+00:00 0.243213 0.343456 0.503118 0.800776 1.416035 2.887725 8.256033
2025-01-26 00:00:00+00:00 0.233656 0.333989 0.496938 0.809037 1.480818 3.195781 10.333763
2025-02-02 00:00:00+00:00 0.225585 0.326712 0.494472 0.825523 1.571473 3.626599 13.732813
2025-02-09 00:00:00+00:00 0.214499 0.313654 0.480735 0.817877 1.604524 3.906074 16.956152
2025-02-16 00:00:00+00:00 0.205608 0.303623 0.471458 0.818075 1.657305 4.279701 21.881474
2025-02-23 00:00:00+00:00 0.192255 0.285222 0.445629 0.780594 1.606263 4.271899 23.837055
2025-03-02 00:00:00+00:00 0.180621 0.269142 0.422988 0.747678 1.561978 4.276530 26.118435
2025-03-09 00:00:00+00:00 0.176186 0.265175 0.422416 0.762493 1.650629 4.848762 37.576604
2025-03-16 00:00:00+00:00 0.173992 0.264908 0.428664 0.793165 1.792545 5.757176 63.317258
2025-03-23 00:00:00+00:00 0.169806 0.260836 0.427248 0.806106 1.886159 6.533145 102.139322
2025-03-30 00:00:00+00:00 0.165305 0.255920 0.423778 0.813756 1.965974 7.322670 171.557040
2025-04-06 00:00:00+00:00 0.159646 0.248594 0.414982 0.807453 1.998969 7.886378 271.321420
2025-04-13 00:00:00+00:00 0.151446 0.236247 0.395360 0.772449 1.927079 7.744808 306.297008